Ports¶
Protocol definitions — the seams between the application and the outside world.
Inbound¶
wayfault.ports.inbound ¶
Inbound port — the primary use case Protocol.
WrongWayRiskUseCase ¶
Bases: Protocol
The single inbound use case of the library.
Outbound¶
wayfault.ports.outbound ¶
Outbound ports — Protocols the application depends on.
ExposureSource ¶
Bases: Protocol
Supplies an :class:ExposureCube.
CreditCurveSource ¶
Bases: Protocol
Supplies a :class:CreditCurve.
DependenceModel ¶
Bases: Protocol
Couples default timing to portfolio value to produce conditional EE.
Calibrator ¶
Bases: Protocol
Estimates dependence parameters from historical data.
ResultSink ¶
Bases: Protocol
Writes a :class:WWRResult to some destination.